Just choosing stocks at random to illustrate the process I could theoretically select AFLAC [AFL], Chubb [CB], and T. Rowe [TROW] to represent the 15.7% weighting in Financials. I could then select Abbott Labs [ABT], Becton Dickinon [BDX], and Medtronic [MDT] to comprise the 12.12% needed to equal weight helathcare. This process would continue until I have representation in all S&P sectors.